+112.5%
HL vs DASH
-24.3%
+136.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.3% | -4.8% |
| 7D | -7.6% | -4.1% | -3.5% | -6.7% |
| 30D | -17.5% | -10.6% | -6.9% | -15.6% |
| 3M | -26.2% | -18.8% | -7.4% | -23.1% |
| 6M | -35.1% | +11.2% | -46.3% | -36.8% |
| YTD | -30.4% | -23.8% | -6.6% | -27.3% |
| 1Y | -14.0% | -12.2% | -1.8% | -12.7% |
| 3Y | +256.3% | +97.3% | +159.0% | +200.7% |
| 5Y | +112.5% | -29.8% | +142.3% | +106.8% |
| All | +112.5% | -24.3% | +136.8% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DASH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling